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A Method for Finding Roots of Arbitrary Matrices

https://doi.org/10.2307/2002135
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Numerical methods for palindromic eigenvalue problems: Computing the anti‐triangular Schur form
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Jacobi Decomposition and Eigenvalues of Symmetric Matrices
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Some numerical experiments in triangularizing matrices
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Verfahren für die Bestimmung von Eigenwerten und Eigenvektoren von symmetrisch nicht-hermiteschen Matrizen
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Nearest $$\varOmega $$-stable matrix via Riemannian optimization
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Iterative refinement of Schur decompositions
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Notes on a work of Greenstadt and of Lotkin
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An improved parallel Jacobi method for diagonalizing a symmetric matrix
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Eigenvalue computation in the 20th century
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Determination of characteristic values
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The Cyclic Jacobi Method for Computing the Principal Values of a Complex Matrix
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Diagonalization of Hermitian matrices
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A Jacobi-like method for solving algebraic Riccati equations on parallel computers
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On the Schur Decomposition of a Matrix for Parallel Computation
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Computing Eigenvalues of Non-Hermitian Matrices by Methods of Jacobi Type
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The Computation of Eigenvalues and Eigenvectors of a Matrix
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A Jacobi-Like Method for the Automatic Computation of Eigenvalues and Eigenvectors of an Arbitrary Matrix
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The Computation of Eigenvalues. I. Real Symmetric Matrices
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On Asymptotic Convergence of Nonsymmetric Jacobi Algorithms
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A Jacobi-Type Method for Triangularizing an Arbitrary Matrix
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On the Generalized Schur Decomposition of a Matrix Pencil for Parallel Computation
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Today’s Computational Methods of Linear Algebra
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A Procedure for the Diagonalization of Normal Matrices
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The Use of Solvable Directed Graphs in a Jacobi-like Algorithm
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